-7.0%
DASH vs SCCO
+264.5%
-271.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.5% |
| 7D | +0.4% | -4.8% | +5.2% | +2.2% |
| 30D | -6.0% | -15.8% | +9.7% | -0.9% |
| 3M | -15.8% | -10.9% | -4.8% | -13.4% |
| 6M | +7.0% | -5.1% | +12.1% | +5.7% |
| YTD | -20.7% | +23.2% | -43.9% | -31.7% |
| 1Y | -8.5% | +30.7% | -39.2% | -23.5% |
| 3Y | +101.8% | +164.1% | -62.3% | +11.3% |
| All | -7.0% | +264.5% | -271.4% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling